Math 5800 sec. 05

Fall 2008

Financial Math Practitioner’s Forum

Wednesdays, 6:30 to 8:30 PM

MSB319

Visitors Welcome

Financial Services Industry Map

SCHEDULE

August 27 Orientation to Applied Financial Mathematics

Sept. 3 Introduction to Financial Services Industry

Sept. 10 Introduction to Financial Services Industry

Sept. 17 Introduction to Financial Services Industry

Sept 24 Introduction to Financial Services Industry

Oct. 1 Introduction to Financial Services Industry

Oct. 8 Jim Bridgeman, UConn Math Department, Interest Rate Modeling

Oct. 15, Tim Nguyen and Kevin Edward, UConn Foundation, Alternative Asset Strategies

Oct. 22 Tracy Brooks-Szegda and Mike Mahoney, Swiss Re, Financial/Risk Modeling for Finite Reinsurance

Oct. 29 Kevin Means, Alpha Equity LLC, Hedge Fund Strategy

Nov. 5, Nick Mocciolo, Hartford Group, Risk Management/Hedging Models

Nov. 12, Joe Jenkinson, Aetna, Portfolio Risk Management and Performance Attribution

Nov. 19 Hui Shan, Watson Wyatt Worldwide, An Alternative Asset Example

Dec. 3 TBD

TBD = dates still being arranged for:

Eric Halpern et al., White Mountains Financial Services LLC, Hedging Strategies

Neil Gottlieb, Mariner Investment Group, Risk Analysis Software